MQL5 Programming Articles

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Study the MQL5 language for programming trading strategies in numerous published articles mostly written by you - the community members. The articles are grouped into categories to help you quicker find answers to any questions related to programming: Integration, Tester, Trading Strategies, etc.

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MQL5 Wizard techniques you should know (Part 01): Regression Analysis

MQL5 Wizard techniques you should know (Part 01): Regression Analysis

Todays trader is a philomath who is almost always (either consciously or not...) looking up new ideas, trying them out, choosing to modify them or discard them; an exploratory process that should cost a fair amount of diligence. This clearly places a premium on the trader's time and the need to avoid mistakes. These series of articles will proposition that the MQL5 wizard should be a mainstay for traders. Why? Because not only does the trader save time by assembling his new ideas with the MQL5 wizard, and greatly reduce mistakes from duplicate coding; he is ultimately set-up to channel his energy on the few critical areas of his trading philosophy.
Graphics in DoEasy library (Part 89): Programming standard graphical objects. Basic functionality
Graphics in DoEasy library (Part 89): Programming standard graphical objects. Basic functionality

Graphics in DoEasy library (Part 89): Programming standard graphical objects. Basic functionality

Currently, the library is able to track standard graphical objects on the client terminal chart, including their removal and modification of some of their parameters. At the moment, it lacks the ability to create standard graphical objects from custom programs.
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Learn how to design a trading system by DeMarker

Learn how to design a trading system by DeMarker

Here is a new article in our series about how to design a trading system by the most popular technical indicators. In this article, we will present how to create a trading system by the DeMarker indicator.
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Population optimization algorithms: Particle swarm (PSO)

Population optimization algorithms: Particle swarm (PSO)

In this article, I will consider the popular Particle Swarm Optimization (PSO) algorithm. Previously, we discussed such important characteristics of optimization algorithms as convergence, convergence rate, stability, scalability, as well as developed a test stand and considered the simplest RNG algorithm.
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Experiments with neural networks (Part 6): Perceptron as a self-sufficient tool for price forecast

Experiments with neural networks (Part 6): Perceptron as a self-sufficient tool for price forecast

The article provides an example of using a perceptron as a self-sufficient price prediction tool by showcasing general concepts and the simplest ready-made Expert Advisor followed by the results of its optimization.
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Neural networks made easy (Part 30): Genetic algorithms

Neural networks made easy (Part 30): Genetic algorithms

Today I want to introduce you to a slightly different learning method. We can say that it is borrowed from Darwin's theory of evolution. It is probably less controllable than the previously discussed methods but it allows training non-differentiable models.
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Gradient boosting in transductive and active machine learning

Gradient boosting in transductive and active machine learning

In this article, we will consider active machine learning methods utilizing real data, as well discuss their pros and cons. Perhaps you will find these methods useful and will include them in your arsenal of machine learning models. Transduction was introduced by Vladimir Vapnik, who is the co-inventor of the Support-Vector Machine (SVM).
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Data Science and Machine Learning (Part 02): Logistic Regression

Data Science and Machine Learning (Part 02): Logistic Regression

Data Classification is a crucial thing for an algo trader and a programmer. In this article, we are going to focus on one of classification logistic algorithms that can probability help us identify the Yes's or No's, the Ups and Downs, Buys and Sells.
Library for easy and quick development of MetaTrader programs (part IX): Compatibility with MQL4 - Preparing data
Library for easy and quick development of MetaTrader programs (part IX): Compatibility with MQL4 - Preparing data

Library for easy and quick development of MetaTrader programs (part IX): Compatibility with MQL4 - Preparing data

In the previous articles, we started creating a large cross-platform library simplifying the development of programs for MetaTrader 5 and MetaTrader 4 platforms. In the eighth part, we implemented the class for tracking order and position modification events. Here, we will improve the library by making it fully compatible with MQL4.
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Automating Trading Strategies in MQL5 (Part 13): Building a Head and Shoulders Trading Algorithm

Automating Trading Strategies in MQL5 (Part 13): Building a Head and Shoulders Trading Algorithm

In this article, we automate the Head and Shoulders pattern in MQL5. We analyze its architecture, implement an EA to detect and trade it, and backtest the results. The process reveals a practical trading algorithm with room for refinement.
Prices in DoEasy library (part 60): Series list of symbol tick data
Prices in DoEasy library (part 60): Series list of symbol tick data

Prices in DoEasy library (part 60): Series list of symbol tick data

In this article, I will create the list for storing tick data of a single symbol and check its creation and retrieval of required data in an EA. Tick data lists that are individual for each used symbol will further constitute a collection of tick data.
MQL5 Cloud Network: Are You Still Calculating?
MQL5 Cloud Network: Are You Still Calculating?

MQL5 Cloud Network: Are You Still Calculating?

It will soon be a year and a half since the MQL5 Cloud Network has been launched. This leading edge event ushered in a new era of algorithmic trading - now with a couple of clicks, traders can have hundreds and thousands of computing cores at their disposal for the optimization of their trading strategies.
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Understand and Use MQL5 Strategy Tester Effectively

Understand and Use MQL5 Strategy Tester Effectively

There is an essential need for MQL5 programmers or developers to master important and valuable tools. One of these tools is the Strategy Tester, this article is a practical guide to understanding and using the strategy tester of MQL5.
Calculation of Integral Characteristics of Indicator Emissions
Calculation of Integral Characteristics of Indicator Emissions

Calculation of Integral Characteristics of Indicator Emissions

Indicator emissions are a little-studied area of market research. Primarily, this is due to the difficulty of analysis that is caused by the processing of very large arrays of time-varying data. Existing graphical analysis is too resource intensive and has therefore triggered the development of a parsimonious algorithm that uses time series of emissions. This article demonstrates how visual (intuitive image) analysis can be replaced with the study of integral characteristics of emissions. It can be of interest to both traders and developers of automated trading systems.
Building an Interactive Application to Display RSS Feeds in MetaTrader 5
Building an Interactive Application to Display RSS Feeds in MetaTrader 5

Building an Interactive Application to Display RSS Feeds in MetaTrader 5

In this article we look at the possibility of creating an application for the display of RSS feeds. The article will show how aspects of the Standard Library can be used to create interactive programs for MetaTrader 5.
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Creating an EA that works automatically (Part 03): New functions

Creating an EA that works automatically (Part 03): New functions

Today we'll see how to create an Expert Advisor that simply and safely works in automatic mode. In the previous article, we started to develop an order system that we will use in our automated EA. However, we have created only one of the necessary functions.
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Learn how to design a trading system by Chaikin Oscillator

Learn how to design a trading system by Chaikin Oscillator

Welcome to our new article from our series about learning how to design a trading system by the most popular technical indicator. Through this new article, we will learn how to design a trading system by the Chaikin Oscillator indicator.
A Library for Constructing a Chart via Google Chart API
A Library for Constructing a Chart via Google Chart API

A Library for Constructing a Chart via Google Chart API

The construction of various types of diagrams is an essential part of the analyses of the market situation and the testing of a trading system. Frequently, in order to construct a nice looking diagram, it is necessary to organize the data output into a file, after which it is used in applications such as MS Excel. This is not very convenient and deprives us of the ability to dynamically update the data. Google Charts API provided the means for creating charts in online modes, by sending a special request to the server. In this article we attempt to automate the process of creating such a request and obtaining a chart from the Google server.
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How to create a custom Donchian Channel indicator using MQL5

How to create a custom Donchian Channel indicator using MQL5

There are many technical tools that can be used to visualize a channel surrounding prices, One of these tools is the Donchian Channel indicator. In this article, we will learn how to create the Donchian Channel indicator and how we can trade it as a custom indicator using EA.
Graphics in DoEasy library (Part 80): "Geometric animation frame" object class
Graphics in DoEasy library (Part 80): "Geometric animation frame" object class

Graphics in DoEasy library (Part 80): "Geometric animation frame" object class

In this article, I will optimize the code of classes from the previous articles and create the geometric animation frame object class allowing us to draw regular polygons with a given number of vertices.
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Neural networks made easy (Part 36): Relational Reinforcement Learning

Neural networks made easy (Part 36): Relational Reinforcement Learning

In the reinforcement learning models we discussed in previous article, we used various variants of convolutional networks that are able to identify various objects in the original data. The main advantage of convolutional networks is the ability to identify objects regardless of their location. At the same time, convolutional networks do not always perform well when there are various deformations of objects and noise. These are the issues which the relational model can solve.
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Learn how to design a trading system by Accumulation/Distribution (AD)

Learn how to design a trading system by Accumulation/Distribution (AD)

Welcome to the new article from our series about learning how to design trading systems based on the most popular technical indicators. In this article, we will learn about a new technical indicator called Accumulation/Distribution indicator and find out how to design an MQL5 trading system based on simple AD trading strategies.
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Automating Trading Strategies in MQL5 (Part 4): Building a Multi-Level Zone Recovery System

Automating Trading Strategies in MQL5 (Part 4): Building a Multi-Level Zone Recovery System

In this article, we develop a Multi-Level Zone Recovery System in MQL5 that utilizes RSI to generate trading signals. Each signal instance is dynamically added to an array structure, allowing the system to manage multiple signals simultaneously within the Zone Recovery logic. Through this approach, we demonstrate how to handle complex trade management scenarios effectively while maintaining a scalable and robust code design.
Graphical interfaces X: New features for the Rendered table (build 9)
Graphical interfaces X: New features for the Rendered table (build 9)

Graphical interfaces X: New features for the Rendered table (build 9)

Until today, the CTable was the most advanced type of tables among all presented in the library. This table is assembled from edit boxes of the OBJ_EDIT type, and its further development becomes problematic. Therefore, in terms of maximum capabilities, it is better to develop rendered tables of the CCanvasTable type even at the current development stage of the library. Its current version is completely lifeless, but starting from this article, we will try to fix the situation.
Universal regression model for market price prediction (Part 2): Natural, technological and social transient functions
Universal regression model for market price prediction (Part 2): Natural, technological and social transient functions

Universal regression model for market price prediction (Part 2): Natural, technological and social transient functions

This article is a logical continuation of the previous one. It highlights the facts that confirm the conclusions made in the first article. These facts were revealed within ten years after its publication. They are centered around three detected dynamic transient functions describing the patterns in market price changes.
Jeremy Scott - Successful MQL5 Market Seller
Jeremy Scott - Successful MQL5 Market Seller

Jeremy Scott - Successful MQL5 Market Seller

Jeremy Scott who is better known under Johnnypasado nickname at MQL5.community became famous offering products in our MQL5 Market service. Jeremy has already made several thousands of dollars in the Market and that is not the limit. We decided to take a closer look at the future millionaire and receive some pieces of advice for MQL5 Market sellers.
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How to develop any type of Trailing Stop and connect it to an EA

How to develop any type of Trailing Stop and connect it to an EA

In this article, we will look at classes for convenient creation of various trailings, as well as learn how to connect a trailing stop to any EA.
Prices in DoEasy library (part 62): Updating tick series in real time, preparation for working with Depth of Market
Prices in DoEasy library (part 62): Updating tick series in real time, preparation for working with Depth of Market

Prices in DoEasy library (part 62): Updating tick series in real time, preparation for working with Depth of Market

In this article, I will implement updating tick data in real time and prepare the symbol object class for working with Depth of Market (DOM itself is to be implemented in the next article).
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DoEasy. Controls (Part 2): Working on the CPanel class

DoEasy. Controls (Part 2): Working on the CPanel class

In the current article, I will get rid of some errors related to handling graphical elements and continue the development of the CPanel control. In particular, I will implement the methods for setting the parameters of the font used by default for all panel text objects.
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Developing a Replay System — Market simulation (Part 01): First experiments (I)

Developing a Replay System — Market simulation (Part 01): First experiments (I)

How about creating a system that would allow us to study the market when it is closed or even to simulate market situations? Here we are going to start a new series of articles in which we will deal with this topic.
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Gain An Edge Over Any Market

Gain An Edge Over Any Market

Learn how you can get ahead of any market you wish to trade, regardless of your current level of skill.
The Most Active MQL5.community Members Have Been Awarded iPhones!
The Most Active MQL5.community Members Have Been Awarded iPhones!

The Most Active MQL5.community Members Have Been Awarded iPhones!

After we decided to reward the most outstanding MQL5.com participants, we have selected the key criteria to determine each participant's contribution to the Community development. As a result, we have the following champions who published the greatest amount of articles on the website - investeo (11 articles) and victorg (10 articles), and who submitted their programs to Code Base – GODZILLA (340 programs), Integer (61 programs) and abolk (21 programs).
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Timeseries in DoEasy library (part 58): Timeseries of indicator buffer data

Timeseries in DoEasy library (part 58): Timeseries of indicator buffer data

In conclusion of the topic of working with timeseries organise storage, search and sort of data stored in indicator buffers which will allow to further perform the analysis based on values of the indicators to be created on the library basis in programs. The general concept of all collection classes of the library allows to easily find necessary data in the corresponding collection. Respectively, the same will be possible in the class created today.
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Developing a Replay System — Market simulation (Part 03): Adjusting the settings (I)

Developing a Replay System — Market simulation (Part 03): Adjusting the settings (I)

Let's start by clarifying the current situation, because we didn't start in the best way. If we don't do it now, we'll be in trouble soon.
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Price Action Analysis Toolkit Development (Part 1): Chart Projector

Price Action Analysis Toolkit Development (Part 1): Chart Projector

This project aims to leverage the MQL5 algorithm to develop a comprehensive set of analysis tools for MetaTrader 5. These tools—ranging from scripts and indicators to AI models and expert advisors—will automate the market analysis process. At times, this development will yield tools capable of performing advanced analyses with no human involvement and forecasting outcomes to appropriate platforms. No opportunity will ever be missed. Join me as we explore the process of building a robust market analysis custom tools' chest. We will begin by developing a simple MQL5 program that I have named, Chart Projector.
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Develop a Proof-of-Concept DLL with C++ multi-threading support for MetaTrader 5 on Linux

Develop a Proof-of-Concept DLL with C++ multi-threading support for MetaTrader 5 on Linux

We will begin the journey to explore the steps and workflow on how to base development for MetaTrader 5 platform solely on Linux system in which the final product works seamlessly on both Windows and Linux system. We will get to know Wine, and Mingw; both are the essential tools to make cross-platform development works. Especially Mingw for its threading implementations (POSIX, and Win32) that we need to consider in choosing which one to go with. We then build a proof-of-concept DLL and consume it in MQL5 code, finally compare the performance of both threading implementations. All for your foundation to expand further on your own. You should be comfortable building MT related tools on Linux after reading this article.
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Neural networks made easy (Part 14): Data clustering

Neural networks made easy (Part 14): Data clustering

It has been more than a year since I published my last article. This is quite a lot time to revise ideas and to develop new approaches. In the new article, I would like to divert from the previously used supervised learning method. This time we will dip into unsupervised learning algorithms. In particular, we will consider one of the clustering algorithms—k-means.
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Implementing a Bollinger Bands Trading Strategy with MQL5: A Step-by-Step Guide

Implementing a Bollinger Bands Trading Strategy with MQL5: A Step-by-Step Guide

A step-by-step guide to implementing an automated trading algorithm in MQL5 based on the Bollinger Bands trading strategy. A detailed tutorial based on creating an Expert Advisor that can be useful for traders.
Tips for Purchasing a Product on the Market. Step-By-Step Guide
Tips for Purchasing a Product on the Market. Step-By-Step Guide

Tips for Purchasing a Product on the Market. Step-By-Step Guide

This step-by-step guide provides tips and tricks for better understanding and searching for a required product. The article makes an attempt to puzzle out different methods of searching for an appropriate product, sorting out unwanted products, determining product efficiency and essentiality for you.
Other classes in DoEasy library (Part 67): Chart object class
Other classes in DoEasy library (Part 67): Chart object class

Other classes in DoEasy library (Part 67): Chart object class

In this article, I will create the chart object class (of a single trading instrument chart) and improve the collection class of MQL5 signal objects so that each signal object stored in the collection updates all its parameters when updating the list.